+284.5%
ROIV vs WY
-14.5%
+299.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.2% |
| 7D | +9.2% | -5.4% | +14.6% | +10.9% |
| 30D | +19.9% | +7.9% | +12.1% | +16.9% |
| 3M | +10.6% | -16.6% | +27.2% | +16.3% |
| 6M | +36.1% | -11.2% | +47.3% | +39.5% |
| YTD | +84.3% | -11.3% | +95.6% | +87.8% |
| 1Y | +87.6% | -5.5% | +93.1% | +86.7% |
| 3Y | +353.9% | -25.4% | +379.3% | +382.4% |
| 5Y | +376.1% | -32.4% | +408.4% | +427.0% |
| All | +284.5% | -14.5% | +299.0% | +335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling